Importing webm video with transparency to the VSE removes the transparency
You can also convert the png sequence to a MPEG-4 container with a PNG codec. This will keep the transparency. The file size seems to be a little larger than the webm-codec.
The problem stays also when you convert the png sequence directly with FFMPEG (what Blender uses internally). According to this post that shouldn't be the case. However, importing that video back into Blender doesn't show - as you mentioned- the transparency.